-28.2%
CIFR vs IAG
+371.8%
-400.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -2.4% | +11.3% | +9.6% |
| 7D | +9.4% | +3.4% | +6.0% | +8.5% |
| 30D | -45.3% | -2.7% | -42.6% | -45.0% |
| 3M | -58.7% | -0.5% | -58.2% | -58.6% |
| 6M | -64.9% | -4.8% | -60.1% | -64.7% |
| YTD | -51.8% | +9.6% | -61.4% | -53.4% |
| 1Y | -61.9% | +32.2% | -94.1% | -64.7% |
| 3Y | +138.6% | +692.5% | -554.0% | +48.2% |
| 5Y | -13.0% | +447.6% | -460.6% | -47.1% |
| All | -28.2% | +371.8% | -400.0% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling